+418.1%
AMT vs TRGP
+2,254.6%
-1,836.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.4% |
| 7D | -2.4% | +2.4% | -4.7% | -2.6% |
| 30D | +4.2% | +0.8% | +3.4% | +4.0% |
| 3M | +13.4% | +10.4% | +3.1% | +12.1% |
| 6M | +9.4% | +16.3% | -6.9% | +7.5% |
| YTD | +11.7% | +61.1% | -49.4% | +6.1% |
| 1Y | +7.1% | +71.6% | -64.5% | +1.2% |
| 3Y | +15.1% | +267.5% | -252.4% | -0.8% |
| 5Y | -17.9% | +488.1% | -506.0% | -32.7% |
| 10Y | +133.5% | +803.8% | -670.2% | +70.9% |
| All | +418.1% | +2,254.6% | -1,836.5% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling